Senior Quantitative Analyst

Anson McCade; London; On-site; GBP 80,000 - 100,000; Full time

Job description

My client trades LNG, gas, power, and energy attributes - and connects independent producers, suppliers, and corporate off-takers in the wholesale energy markets.

The Quantitative Analytics team is responsible for:

1. Providing high-quality model development that supports front office pricing and risk management of complex and structured products.
2. Carrying out quantitative analysis of complex trading to help CET’s traders maximize value and manage risk.
3. Assisting originators in the development of new products.

Job role:

The successful candidate will be required to:

1. Produce high-quality increments to the team’s model library working both individually and collaboratively.
2. Assist/advise trading and origination via quantitative analysis and a strong mathematical/financial intuition.
3. Develop within the team’s common Python code base.

The Person:

1. Master's Degree or PhD qualification within science, mathematics, or other quantitative subjects.
2. Experience with derivatives pricing and risk management systems.
3. Experience of having worked within a trading environment.
4. Energy/commodity market familiarity.
5. Experience of code development (including Python).
6. Strong communicator.
7. Strong interpersonal skills.